(a) Consider a portfolio with a Delta of 100, a Gamma of -20, and a Vega of -10. There are two traded options available:

	Delta	Gamma	Vega
Traded options 1	0.2	0.01	0.5
Traded options 2	-0.1	0.05	0.3

What position in the traded option and/or underlying stock would make the portfolio Gamma and Vega neutral? (Required: Show your work step by step)